Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Functional GARCH models: the quasi-likelihood approach and its applications |
scientific article; zbMATH DE number 7049040
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Functional GARCH models: the quasi-likelihood approach and its applications |
scientific article; zbMATH DE number 7049040 |
Statements
Functional GARCH models: the quasi-likelihood approach and its applications (English)
0 references
30 April 2019
0 references
functional time series
0 references
high-frequency volatility models
0 references
intraday returns
0 references
functional QMLE
0 references
stationarity of functional GARCH
0 references
0 references
0 references
0.8537302017211914
0 references
0.8330035209655762
0 references
0.8052797317504883
0 references
0.7665967345237732
0 references
